-48.1%
AXON vs FFIV
+28.8%
-77.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.4% | -3.6% |
| 7D | -28.7% | -2.1% | -26.6% | -28.3% |
| 30D | -28.3% | -33.8% | +5.5% | -22.7% |
| 3M | -46.9% | -20.6% | -26.3% | -45.5% |
| 6M | -24.9% | -10.2% | -14.6% | -25.6% |
| YTD | -46.6% | +24.5% | -71.1% | -51.4% |
| All | -48.1% | +28.8% | -77.0% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling